Simple regression in view of elliptical models |
| |
Authors: | M Arashi SMM Tabatabaey H Soleimani |
| |
Institution: | 1. Faculty of Mathematics, Shahrood University of Technology, P.O. Box 316, 3619995161 Shahrood, Iran;2. Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Iran |
| |
Abstract: | For the simple linear model Y = θ1 + βx + ? where the error vector follows the elliptically contoured distribution, we consider the unrestricted, restricted, preliminary test and shrinkage estimators for the intercept parameter, θ when it is suspected that the slope parameter β may be βo. The exact bias and MSE expressions are derived and the mean-square relative efficiency is taken to determine the relative dominance properties of the proposed estimators in comparison. In the continuation, the optimal level of significance of the preliminary test estimator is tabulated and some graphical result are also displayed. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|